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Soal Latihan Ekonometrika
Soal Latihan Ekonometrika
Soal Latihan Ekonometrika
1. Buatlah Proposal Singkat mengenai penelitian yang akan anda jadikan sebagai usulan tugas akhir,
adapun formatnya berisikan :
- Judul, Latar Belakang, dan Masalah, Teori yang digunakan, Model Ekonometrika
2. Interpretasikan data dibawah ini :
Model Summary(b)
Adjusted
Std. Error of
Model
R
R Square R Square the Estimate
1
.995(a)
.990
.987
.0310660
a Predictors: (Constant), LNK, LNL
b Dependent Variable: LNQ
DurbinWatson
2.649
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
.497
.005
.502
df
Mean Square
.248
.001
2
5
7
F
257.450
Sig.
.000a
Coefficientsa
Model
1
(Constant)
LNL
LNK
Unstandardized
Coefficients
B
Std. Error
4.600
.041
.564
.036
.025
.059
Standardized
Coefficients
Beta
.976
.026
t
111.883
15.661
.419
Sig.
.000
.000
.693
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LNK
LNL
4.600243
0.024912
0.563767
0.041116
0.059487
0.035999
111.8834
0.418779
15.66059
0.0000
0.6928
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.990383
0.986536
0.031066
0.004825
18.30165
2.649269
5.048732
0.267729
-3.825412
-3.795621
257.4498
0.000009
Deteksi Autokorelasi:
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.374703
3.825656
Probability
Probability
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LNK
LNL
RESID(-1)
RESID(-2)
0.026254
-0.051710
0.023329
-0.576601
-1.169543
0.047624
0.072101
0.036918
0.468069
0.881204
0.551276
-0.717198
0.631919
-1.231871
-1.327211
0.6198
0.5251
0.5723
0.3057
0.2764
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.478207
-0.217517
0.028971
0.002518
20.90358
2.059692
0.376918
0.147662
4.04E-16
0.026256
-3.975896
-3.926245
0.687352
0.647286